+46.5%
TSLA vs IBB
+20.0%
+26.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.1% | +6.2% |
| 7D | +3.4% | -1.7% | +5.0% | +5.0% |
| 30D | +12.0% | +4.9% | +7.2% | +6.3% |
| 3M | -10.0% | +24.2% | -34.2% | -29.1% |
| 6M | -7.2% | +23.8% | -31.0% | -27.0% |
| YTD | -18.1% | +23.0% | -41.1% | -35.7% |
| 1Y | +6.3% | +46.2% | -39.9% | -31.5% |
| 3Y | +48.2% | +64.8% | -16.7% | -18.2% |
| 5Y | +46.5% | +20.9% | +25.6% | +5.2% |
| All | +46.5% | +20.0% | +26.5% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling